samwycherley/thresholdr: thresholdr: Stability Tools for Threshold Vector Autoregressive Models in R
This package provides a wrapper for the 'Julia' package 'ThresholdStability.jl', available at <https://github.com/samwycherley/ThresholdStability.jl>, which provides methods for determining the stability of threshold vector autoregressive models, and for putting CKSVAR models into threshold vector autoregressive form.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | MIT | file LICENSE |
| Version | 0.1.0 |
| URL | https://github.com/samwycherley/thresholdr |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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